I don't believe so. I will happily stand corrected but I believe that you have to be domiciled in the UK to claim.
From the House of Commons notes on the Pensions Bill:-
Bereavement support payment
Steve Webb: I beg to move amendment 1, page 14, line 11, after ‘dies,’ insert—
‘() the person is ordinarily resident in Great Britain, or a specified territory, when the spouse or civil partner dies,’.